config.yml

hyperparameters:
  nbeats_test:
    input_chunk_length: 24
    output_chunk_length: 24
    num_stacks: 10
    num_blocks: 1
    num_layers: 3
    generic_architecture: True
    layer_widths: 64
    expansion_coefficient_dim: 5
    n_epochs: 2
    random_state: 0
    nr_epochs_val_period: 2
    batch_size: 16

  lstm0_1:
     model: RNN
     n_rnn_layers: 1
     hidden_dim:  128
     n_epochs: 10
     input_chunk_length: 24
     training_length: 24
     random_state: 0
     nr_epochs_val_period: 2
     dropout: 0
     learning_rate: 0.0008
     likelihood: Gaussian
     batch_size: 32

  arima:
    
  test:
    model: LSTM
    n_rnn_layers: 1
    hidden_dim: 2  #128
    n_epochs: 1
    input_chunk_length: 96
    training_length: 96
    random_state: 0
    nr_epochs_val_period: 1
    dropout: 0
    learning_rate: 0.009
    # likelihood: Gaussian
    batch_size: 2048

  test2:
    model: LSTM
    n_rnn_layers: 1
    input_chunk_length: 96
    output_chunk_length: 96
    hidden_size:  1
    n_epochs: 2
    random_state: 0
    nr_epochs_val_period: 2
    dropout: 0
    learning_rate: 0.01
    batch_size: 2048

  # lstm0_1:
  #   model: LSTM
  #   n_rnn_layers: 1
  #   hidden_dim:  20 #128
  #   n_epochs: 200
  #   input_chunk_length: 96
  #   training_length: 96
  #   random_state: 0
  #   nr_epochs_val_period: 2
  #   dropout: 0
  #   learning_rate: 0.0008
  #   # likelihood: Gaussian
  #   batch_size: 1024

  # lstm0_2:
  #   model: LSTM
  #   n_rnn_layers: 1
  #   hidden_dim:  20 #128
  #   n_epochs: 130
  #   input_chunk_length: 192
  #   training_length: 192
  #   random_state: 0
  #   nr_epochs_val_period: 2
  #   dropout: 0
  #   learning_rate: 0.0008
  #   # likelihood: Gaussian
  #   batch_size: 1024

  # lstm0_3:
  #   model: LSTM
  #   n_rnn_layers: 1
  #   hidden_dim:  20 #128
  #   n_epochs: 150
  #   input_chunk_length: 288
  #   training_length: 288
  #   random_state: 0
  #   nr_epochs_val_period: 2
  #   dropout: 0
  #   learning_rate: 0.0008
  #   # likelihood: Gaussian
  #   batch_size: 1024

  # lstm0_4:
  #   model: LSTM
  #   n_rnn_layers: 1
  #   hidden_dim:  20 #128
  #   n_epochs: 180
  #   input_chunk_length: 384
  #   training_length: 384
  #   random_state: 0
  #   nr_epochs_val_period: 2
  #   dropout: 0
  #   learning_rate: 0.0008
  #   # likelihood: Gaussian
  #   batch_size: 1024

  # lstm0_7:
  #   model: LSTM
  #   n_rnn_layers: 1
  #   hidden_dim:  20 #128
  #   n_epochs: 220
  #   input_chunk_length: 672
  #   training_length: 672
  #   random_state: 0
  #   nr_epochs_val_period: 2
  #   dropout: 0
  #   learning_rate: 0.0008
  #   # likelihood: Gaussian
  #   batch_size: 1024

  # lstm1_1:
  #   model: LSTM
  #   n_rnn_layers: 2
  #   hidden_dim:  64 #128
  #   n_epochs: 150
  #   input_chunk_length: 96
  #   training_length: 96
  #   random_state: 0
  #   nr_epochs_val_period: 2
  #   dropout: 0
  #   learning_rate: 0.001
  #   # likelihood: Gaussian
  #   batch_size: 1024

  # lstm1_2:
  #   model: LSTM
  #   n_rnn_layers: 2
  #   hidden_dim:  64 #128
  #   n_epochs: 150
  #   input_chunk_length: 192
  #   training_length: 192
  #   random_state: 0
  #   nr_epochs_val_period: 2
  #   dropout: 0
  #   learning_rate: 0.001
  #   # likelihood: Gaussian
  #   batch_size: 1024

  # lstm1_3:
  #   model: LSTM
  #   n_rnn_layers: 2
  #   hidden_dim:  64 #128
  #   n_epochs: 100
  #   input_chunk_length: 288
  #   training_length: 288
  #   random_state: 0
  #   nr_epochs_val_period: 2
  #   dropout: 0
  #   learning_rate: 0.001
  #   # likelihood: Gaussian
  #   batch_size: 1024

  # lstm1_4:
  #   model: LSTM
  #   n_rnn_layers: 2
  #   hidden_dim:  64 #128
  #   n_epochs: 100
  #   input_chunk_length: 384
  #   training_length: 384
  #   random_state: 0
  #   nr_epochs_val_period: 2
  #   dropout: 0
  #   learning_rate: 0.001
  #   # likelihood: Gaussian
  #   batch_size: 1024

  transformer_test:
    input_chunk_length: 48
    output_chunk_length: 1
    d_model: 64
    nhead: 4
    num_encoder_layers: 3
    num_decoder_layers: 3
    dim_feedforward: 512
    dropout: 0.1 
    activation: 'relu'
    n_epochs: 2
    random_state: 0
    nr_epochs_val_period: 2
    batch_size: 32
    
  nhits_test:
    input_chunk_length: 48
    output_chunk_length: 1
    num_stacks: 3
    num_blocks: 3
    num_layers: 3
    layer_widths: 64
    n_epochs: 2
    random_state: 0
    nr_epochs_val_period: 2
    batch_size: 32

# Seasonal naive models 
  naive_d:
    days_seasonality: 1

  naive_w:
    days_seasonality: 7

# LSTM
  lstm_example:
    model: LSTM
    n_rnn_layers: 2
    hidden_dim:  64 #128
    n_epochs: 1
    input_chunk_length: 672
    training_length: 672
    random_state: 0
    nr_epochs_val_period: 2
    dropout: 0
    learning_rate: 0.001
    # likelihood: Gaussian
    batch_size: 1024

  lstm1_7:
    model: LSTM
    n_rnn_layers: 2
    hidden_dim:  64 #128
    n_epochs: 100
    input_chunk_length: 672
    training_length: 672
    random_state: 0
    nr_epochs_val_period: 2
    dropout: 0
    learning_rate: 0.001
    # likelihood: Gaussian
    batch_size: 1024

  blocklstm0_4:
    model: LSTM
    n_rnn_layers: 1
    input_chunk_length: 384
    output_chunk_length: 96
    hidden_size:  20
    n_epochs: 300
    random_state: 0
    nr_epochs_val_period: 2
    dropout: 0
    learning_rate: 0.0008
    batch_size: 1024

  testrnnshap:
    model: LSTM
    n_rnn_layers: 1
    input_chunk_length: 384
    output_chunk_length: 96
    hidden_size:  20
    n_epochs: 1
    random_state: 0
    nr_epochs_val_period: 2
    dropout: 0
    learning_rate: 0.0008
    batch_size: 1024

  blocklstm0_7:
    model: LSTM
    n_rnn_layers: 1
    input_chunk_length: 672
    output_chunk_length: 96
    hidden_size:  20
    n_epochs: 300
    random_state: 0
    nr_epochs_val_period: 2
    dropout: 0
    learning_rate: 0.0009
    batch_size: 1024

  blocklstm0_10:
    model: LSTM
    n_rnn_layers: 1
    input_chunk_length: 960
    output_chunk_length: 96
    hidden_size:  20
    n_epochs: 300
    random_state: 0
    nr_epochs_val_period: 2
    dropout: 0
    learning_rate: 0.0009
    batch_size: 1024

  blocklstm1_4:
    model: LSTM
    n_rnn_layers: 2
    input_chunk_length: 384
    output_chunk_length: 96
    hidden_size:  64
    n_epochs: 300
    random_state: 0
    nr_epochs_val_period: 2
    dropout: 0
    learning_rate: 0.001
    batch_size: 1024

  blocklstm1_7:
    model: LSTM
    n_rnn_layers: 2
    input_chunk_length: 672
    output_chunk_length: 96
    hidden_size:  64
    n_epochs: 300
    random_state: 0
    nr_epochs_val_period: 2
    dropout: 0
    learning_rate: 0.001
    batch_size: 1024

  blocklstm1_10:
    model: LSTM
    n_rnn_layers: 2
    input_chunk_length: 960
    output_chunk_length: 96
    hidden_size:  64
    n_epochs: 300
    random_state: 0
    nr_epochs_val_period: 2
    dropout: 0
    learning_rate: 0.001
    batch_size: 1024

  nbeats_uc_5d:
    input_chunk_length: 1440
    output_chunk_length: 288
    num_stacks: 20
    num_blocks: 1
    num_layers: 4
    generic_architecture: True
    layer_widths: 64
    expansion_coefficient_dim: 5
    n_epochs: 2
    random_state: 0
    nr_epochs_val_period: 2
    batch_size: 1024
    
  nbeats0_4:
    input_chunk_length: 384
    output_chunk_length: 96
    num_stacks: 20
    num_blocks: 1
    num_layers: 4
    generic_architecture: True
    layer_widths: 64
    expansion_coefficient_dim: 5
    n_epochs: 300
    random_state: 0
    nr_epochs_val_period: 2
    batch_size: 1024

  nbeats0_7:
    input_chunk_length: 672
    output_chunk_length: 96
    num_stacks: 20
    num_blocks: 1
    num_layers: 4
    generic_architecture: True
    layer_widths: 64
    expansion_coefficient_dim: 5
    n_epochs: 300
    random_state: 0
    nr_epochs_val_period: 2
    batch_size: 1024

  nbeats0_10:
    input_chunk_length: 960
    output_chunk_length: 96
    num_stacks: 20
    num_blocks: 1
    num_layers: 4
    generic_architecture: True
    layer_widths: 64
    expansion_coefficient_dim: 5
    n_epochs: 300
    random_state: 0
    nr_epochs_val_period: 2
    batch_size: 1024

  nbeats1_4:
    input_chunk_length: 384
    output_chunk_length: 96
    num_stacks: 25
    num_blocks: 1
    num_layers: 4
    generic_architecture: True
    layer_widths: 128
    expansion_coefficient_dim: 5
    n_epochs: 300
    random_state: 0
    nr_epochs_val_period: 2
    batch_size: 1024

  nbeats1_7:
    input_chunk_length: 672
    output_chunk_length: 96
    num_stacks: 25
    num_blocks: 1
    num_layers: 4
    generic_architecture: True
    layer_widths: 128
    expansion_coefficient_dim: 5
    n_epochs: 300
    random_state: 0
    nr_epochs_val_period: 2
    batch_size: 1024

  nbeats1_10:
    input_chunk_length: 960
    output_chunk_length: 96
    num_stacks: 25
    num_blocks: 1
    num_layers: 4
    generic_architecture: True
    layer_widths: 128
    expansion_coefficient_dim: 5
    n_epochs: 300
    random_state: 0
    nr_epochs_val_period: 2
    batch_size: 1024

  nbeats2_4:
    input_chunk_length: 384
    output_chunk_length: 96
    num_stacks: 30
    num_blocks: 1
    num_layers: 4
    generic_architecture: True
    layer_widths: 512
    expansion_coefficient_dim: 5
    n_epochs: 300
    random_state: 0
    nr_epochs_val_period: 2
    batch_size: 1024

  nbeats2_7:
    input_chunk_length: 672
    output_chunk_length: 96
    num_stacks: 30
    num_blocks: 1
    num_layers: 4
    generic_architecture: True
    layer_widths: 512
    expansion_coefficient_dim: 5
    n_epochs: 300
    random_state: 0
    nr_epochs_val_period: 2
    batch_size: 1024

  nbeats2_10:
    input_chunk_length: 960
    output_chunk_length: 96
    num_stacks: 30
    num_blocks: 1
    num_layers: 4
    generic_architecture: True
    layer_widths: 512
    expansion_coefficient_dim: 5
    n_epochs: 300
    random_state: 0
    nr_epochs_val_period: 2
    batch_size: 1024

  NBEATS_best_paper:
    input_chunk_length: 192
    output_chunk_length: 24
    num_stacks: 3
    num_blocks: 6
    num_layers: 3
    generic_architecture: True
    layer_widths: 64
    expansion_coefficient_dim: 5
    n_epochs: 200
    random_state: 0
    nr_epochs_val_period: 2
    batch_size: 1536

  testtcn:
    input_chunk_length: 384
    output_chunk_length: 96
    kernel_size: 3
    num_filters: 3
    dilation_base: 2
    weight_norm: True
    dropout: 0
    n_epochs: 2
    random_state: 0
    nr_epochs_val_period: 1
    batch_size: 1024

  testtcnshap:
    input_chunk_length: 96
    output_chunk_length: 24
    kernel_size: 3
    num_filters: 3
    dilation_base: 2
    weight_norm: True
    dropout: 0
    n_epochs: 1
    random_state: 0
    nr_epochs_val_period: 1
    batch_size: 1024

  testnbeats:
    input_chunk_length: 672
    output_chunk_length: 96
    num_stacks: 25
    num_blocks: 1
    num_layers: 4
    generic_architecture: True
    layer_widths: 128
    expansion_coefficient_dim: 5
    n_epochs: 2
    random_state: 0
    nr_epochs_val_period: 2
    batch_size: 2048

# Generally speaking, for a receptive field with no holes, the kernel size k has to be at least as big as the dilation base b.
  tcn0_4:
    input_chunk_length: 384
    output_chunk_length: 96
    kernel_size: 3
    num_filters: 3
    dilation_base: 2
    weight_norm: True
    dropout: 0
    n_epochs: 300
    random_state: 0
    nr_epochs_val_period: 2
    batch_size: 1024

  tcn0_7:
    input_chunk_length: 672
    output_chunk_length: 96
    kernel_size: 3
    num_filters: 3
    dilation_base: 2
    weight_norm: True
    dropout: 0
    n_epochs: 300
    random_state: 0
    nr_epochs_val_period: 2
    batch_size: 1024

  tcn0_10:
    input_chunk_length: 960
    output_chunk_length: 96
    kernel_size: 3
    num_filters: 3
    dilation_base: 2
    weight_norm: True
    dropout: 0
    n_epochs: 300
    random_state: 0
    nr_epochs_val_period: 2
    batch_size: 1024

  tcn1_4:
    input_chunk_length: 384
    output_chunk_length: 96
    kernel_size: 5
    num_filters: 5
    dilation_base: 3
    weight_norm: True
    dropout: 0
    n_epochs: 300
    random_state: 0
    nr_epochs_val_period: 2
    batch_size: 1024

  tcn1_7:
    input_chunk_length: 672
    output_chunk_length: 96
    kernel_size: 5
    num_filters: 5
    dilation_base: 3
    weight_norm: True
    dropout: 0
    n_epochs: 300
    random_state: 0
    nr_epochs_val_period: 2
    batch_size: 1024

  tcn1_10:
    input_chunk_length: 960
    output_chunk_length: 96
    kernel_size: 5
    num_filters: 5
    dilation_base: 3
    weight_norm: True
    dropout: 0
    n_epochs: 300
    random_state: 0
    nr_epochs_val_period: 2
    batch_size: 1024

  tcn3_4:
    input_chunk_length: 384
    output_chunk_length: 96
    kernel_size: 13
    num_filters: 9
    dilation_base: 9
    weight_norm: True
    dropout: 0
    n_epochs: 300
    random_state: 0
    nr_epochs_val_period: 2
    batch_size: 1024

  tcn3_7:
    input_chunk_length: 672
    output_chunk_length: 96
    kernel_size: 13
    num_filters: 9
    dilation_base: 9
    weight_norm: True
    dropout: 0
    n_epochs: 300
    random_state: 0
    nr_epochs_val_period: 2
    batch_size: 1024

  tcn3_10:
    input_chunk_length: 960
    output_chunk_length: 96
    kernel_size: 13
    num_filters: 9
    dilation_base: 9
    weight_norm: True
    dropout: 0
    n_epochs: 300
    random_state: 0
    nr_epochs_val_period: 2
    batch_size: 1024

  lgbm_1_2_3_4_96_672_covs_1_1:
    lags: [-1, -2, -3, -4, -96, -672]
    lags_past_covariates: null
    lags_future_covariates: [1, 1]
    future_covs_as_tuple: true
    random_state: 0

  lgbm_384_covs_1_1:
    lags: 384
    lags_past_covariates: null
    lags_future_covariates: [1, 1]
    future_covs_as_tuple: true
    random_state: 0

  lgbm_672_covs_1_1:
    lags: 672
    lags_past_covariates: null
    lags_future_covariates: [1, 1]
    future_covs_as_tuple: true
    random_state: 0

  lgbm_672_nocovs:
    lags: 672
    lags_past_covariates: null
    lags_future_covariates: None
    future_covs_as_tuple: false
    random_state: 0

  lgbm_7d_5_mins:
    lags: 2016
    lags_past_covariates: null
    lags_future_covariates: None
    future_covs_as_tuple: false
    random_state: 0
  
  lgbm_288_covs_1_1:
    lags: 288
    lags_past_covariates: null
    lags_future_covariates: [1, 1]
    future_covs_as_tuple: true
    random_state: 0

  lgbm_96_covs_1_1:
    lags: 96
    lags_past_covariates: null
    lags_future_covariates: [1, 1]
    future_covs_as_tuple: true
    random_state: 0

  rf_1_2_3_4_96_672_covs_1_1:
    lags: [-1, -2, -3, -4, -96, -672]
    lags_past_covariates: null
    lags_future_covariates: [1, 1]
    future_covs_as_tuple: true
    random_state: 0

  rf_672_covs_1_1:
    lags: 672
    lags_past_covariates: null
    lags_future_covariates: [1, 1]
    future_covs_as_tuple: true
    random_state: 0

  rf_384_covs_1_1:
    lags: 384
    lags_past_covariates: null
    lags_future_covariates: [1, 1]
    future_covs_as_tuple: true
    random_state: 0

  rf_288_covs_1_1:
    lags: 288
    lags_past_covariates: null
    lags_future_covariates: [1, 1]
    future_covs_as_tuple: true
    random_state: 0

  rf_96_covs_1_1:
    lags: 96
    lags_past_covariates: null
    lags_future_covariates: [1, 1]
    future_covs_as_tuple: true
    random_state: 0

  tcn_interpretability_test:
    input_chunk_length: 96
    output_chunk_length: 24
    kernel_size: 3
    num_filters: 3
    dilation_base: 2
    weight_norm: True
    dropout: 0
    n_epochs: 2
    random_state: 0
    nr_epochs_val_period: 2
    batch_size: 1024

  lgbm_w_opt_test:
    lags: 672
    lags_past_covariates: null
    lags_future_covariates_opt_test: ["list", [1, 1], [2, 2]]
    future_covs_as_tuple: true
    random_state: 0

  lgbm_thesis:
    lags: 120
    lags_past_covariates: null
    lags_future_covariates: [1,1]
    future_covs_as_tuple: true
    random_state: 0

  nbeats_best_thesis:
    input_chunk_length : 264
    output_chunk_length : 24
    num_stacks : 6
    num_blocks : 1
    num_layers : 2
    generic_architecture : True
    layer_widths : 64 
    expansion_coefficient_dim : 5
    n_epochs : 200 
    random_state : 0
    nr_epochs_val_period : 2 
    batch_size : 1024
  light_gbm_thesis:
    lags: 216
    lags_past_covariates : null 
    lags_future_covariates : None 
    future_covs_as_tuple : True 
    random_state : 0 
  TCN_serving:
    output_chunk_length: 24
    weight_norm: True
    dropout: 0
    nr_epochs_val_period: 2
    n_epochs: 500
    random_state: 0
    input_chunk_length: 240
    kernel_size: 4
    num_filters: 10
    dilation_base: 8
    batch_size: 1024

  LSTM_prob_paper_test:  
    model: LSTM
    n_rnn_layers: 1
    input_chunk_length: 24
    output_chunk_length: 24
    hidden_dim:  24
    n_epochs: 2
    random_state: 0
    nr_epochs_val_period: 2
    dropout: 0
    learning_rate: 0.001
    batch_size: 1024
    likelihood: "Gaussian"
    training_length: 24

  NBEATS_example:
    input_chunk_length: 120
    output_chunk_length: 24
    num_stacks: 3
    num_blocks: 6
    num_layers: 1
    generic_architecture: True
    layer_widths: 64
    expansion_coefficient_dim: 5
    n_epochs: 3
    random_state: 0
    nr_epochs_val_period: 2
    batch_size: 512

  LGBM_uc6:
    lags: 72

  LightGBM_river:
    lags: [-1, -480]
    lags_past_covariates: [-1, -480]
    random_state: 0
    output_chunk_length: 12

  LightGBM_UC6:
    lags: 24
    random_state: 0
    output_chunk_length: 24

  LightGBM_UC7:
    lags: 24
    lags_future_covariates: [24, 24]
    random_state: 0
    output_chunk_length: 24

  ARIMA_test:
    p: 12 
    d: 1 
    q: 0 
    random_state: 0

  NBEATS_river:
    input_chunk_length: 480
    output_chunk_length: 12
    num_stacks: 3
    num_blocks: 6
    num_layers: 1
    generic_architecture: True
    activation: 'ReLU'
    layer_widths: 64
    dropout: 0
    expansion_coefficient_dim: 5
    n_epochs: 300
    random_state: 0
    nr_epochs_val_period: 2
    batch_size: 128
    learning_rate: 0.001

  NBEATS_simple:
    input_chunk_length: 72
    output_chunk_length: 24
    num_stacks: 1
    num_blocks: 1
    num_layers: 2
    generic_architecture: True
    activation: 'ReLU'
    layer_widths: 8
    dropout: 0
    expansion_coefficient_dim: 5
    n_epochs: 300
    random_state: 0
    nr_epochs_val_period: 2
    batch_size: 512

  NBEATS:
    input_chunk_length: 120
    output_chunk_length: 24
    num_stacks: 3
    num_blocks: 6
    num_layers: 1
    generic_architecture: True
    activation: 'ReLU'
    layer_widths: 64
    dropout: 0
    expansion_coefficient_dim: 5
    n_epochs: 300
    random_state: 0
    nr_epochs_val_period: 2
    batch_size: 512

  NHiTS:
    input_chunk_length: 120
    output_chunk_length: 24
    num_stacks: 3
    num_blocks: 3
    num_layers: 3
    layer_widths: 64
    dropout: 0 
    n_epochs: 300
    random_state: 0
    nr_epochs_val_period: 2
    batch_size: 32

  Transformer:
    input_chunk_length: 120
    output_chunk_length: 24
    d_model: 64
    nhead: 4
    num_encoder_layers: 3
    dim_feedforward: 512
    dropout: 0
    activation: 'relu'
    n_epochs: 300
    random_state: 0
    nr_epochs_val_period: 2
    batch_size: 32

  BlockRNN:
     input_chunk_length: 120
     output_chunk_length: 24
     model: RNN
     n_rnn_layers: 1
     hidden_dim:  128
     n_epochs: 300
     random_state: 0
     nr_epochs_val_period: 2
     dropout: 0
     learning_rate: 0.0008
     likelihood: Gaussian
     batch_size: 32

  RNN:
     input_chunk_length: 120
     model: RNN
     n_rnn_layers: 1
     hidden_dim:  128
     n_epochs: 300
     training_length: 24
     random_state: 0
     nr_epochs_val_period: 2
     dropout: 0
     learning_rate: 0.0008
     likelihood: Gaussian
     batch_size: 32


  TCN:
    input_chunk_length: 120
    output_chunk_length: 24
    kernel_size: 3
    num_filters: 3
    dilation_base: 2
    weight_norm: True
    dropout: 0
    n_epochs: 300
    random_state: 0
    nr_epochs_val_period: 1
    batch_size: 1024

  TFT:
    input_chunk_length: 120
    output_chunk_length: 24
    lstm_layers: 1
    dropout: 0
    num_attention_heads: 1
    hidden_size: 64
    batch_size: 1024
    n_epochs: 150
    add_relative_index: "True"

  LightGBM:
    lags: [-1, -120]
    random_state: 0
    output_chunk_length: 24

  RandomForest:
    lags: [-1, -120]
    random_state: 0
    output_chunk_length: 24

  Naive:
    days_seasonality: 1

  LGBM_uc7:
    lags: 1
    lags_future_covariates: [1, 1]
    random_state: 0

  LGBM_example_test:
    lags: 1
    random_state: 0